NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	2.481	2.496	0.015	0.6%	2.570
High	2.561	2.564	0.003	0.1%	2.600
Low	2.478	2.466	-0.012	-0.5%	2.400
Close	2.487	2.550	0.063	2.5%	2.509
Range	0.083	0.098	0.015	18.1%	0.200
ATR	0.102	0.101	0.000	-0.2%	0.000
Volume	7,908	7,542	-366	-4.6%	55,615

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.821	2.783	2.604
R3	2.723	2.685	2.577
R2	2.625	2.625	2.568
R1	2.587	2.587	2.559	2.606
PP	2.527	2.527	2.527	2.536
S1	2.489	2.489	2.541	2.508
S2	2.429	2.429	2.532
S3	2.331	2.391	2.523
S4	2.233	2.293	2.496

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.006	2.619
R3	2.903	2.806	2.564
R2	2.703	2.703	2.546
R1	2.606	2.606	2.527	2.555
PP	2.503	2.503	2.503	2.477
S1	2.406	2.406	2.491	2.355
S2	2.303	2.303	2.472
S3	2.103	2.206	2.454
S4	1.903	2.006	2.399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.564	2.402	0.162	6.4%	0.088	3.5%	91%	True	False	7,996
10	2.600	2.400	0.200	7.8%	0.093	3.6%	75%	False	False	10,107
20	2.829	2.322	0.507	19.9%	0.100	3.9%	45%	False	False	11,862
40	3.446	2.322	1.124	44.1%	0.092	3.6%	20%	False	False	9,221
60	3.446	2.322	1.124	44.1%	0.087	3.4%	20%	False	False	7,864
80	3.446	2.322	1.124	44.1%	0.079	3.1%	20%	False	False	6,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.981
2.618	2.821
1.618	2.723
1.000	2.662
0.618	2.625
HIGH	2.564
0.618	2.527
0.500	2.515
0.382	2.503
LOW	2.466
0.618	2.405
1.000	2.368
1.618	2.307
2.618	2.209
4.250	2.050

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	2.538	2.533
PP	2.527	2.515
S1	2.515	2.498

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These figures are updated between 7pm and 10pm EST after a trading day.

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